* examples/README.md — replace the single-row WASM section with a build
block (one-time `wasm-pack` build), a serve note, and the full
five-row table (`index`, `backtest`, `live_trading`, `multi_timeframe`,
`parallel_assets`).
* examples/wasm/README.md — new dedicated index for the WASM demos
with the build and serve commands and a description of every file
including the module worker companion.
* CHANGELOG.md `[Unreleased]` gains three bullets: the Python and Node
`fetch_btcusdt` siblings; the four new WASM browser demos; and the
three new wiki pages from Z6 (TA-Lib-Migration, Cookbook, FAQ).
Close the final "parallel assets" cell of the cross-language matrix for
WASM.
* examples/wasm/parallel_assets.html — generates a synthetic
`(assets, bars)` panel deterministically (the LCG matches the Node
and Rust siblings so timings are directly comparable), runs the
serial baseline on the main thread, then dispatches the same workload
to a pool of module Workers and reports the speedup. The render is
three cards (serial / parallel / speedup) plus a sanity-check line
asserting per-asset agreement between the two paths.
* examples/wasm/parallel_worker.js — companion module worker that
loads its own copy of the WebAssembly module via `init()` and
processes whichever slice of the panel its parent dispatches.
Modern browsers ship module-worker support (`new Worker(url, {
type: "module" })`) which lets every worker do `import init, { SMA, RSI
} from "../../bindings/wasm/pkg/wickra_wasm.js"` without bundler
glue. The inline page module and the worker module both syntax-check
cleanly under `node --check`.
Close the "multi-timeframe" cell of the cross-language matrix for WASM.
* examples/wasm/multi_timeframe.html — fetches the bundled 1-minute
BTCUSDT CSV (or any 1-minute OHLCV CSV), rolls it up in-page to 5m,
15m, 1h, 4h and 1d buckets, and prints RSI(14), MACD(12,26,9)
histogram and ADX(14) per timeframe via the WebAssembly bindings.
Same inline-bucket aggregation as the Node sibling, same indicator
set as the Python and Rust siblings — the Rust version uses
`wickra-data::Resampler` directly which is currently a Rust-only API.
The render is a single table (one row per timeframe) so the cross-
language outputs sit side-by-side cleanly. The inline module script
syntax-checks cleanly under `node --check`.
Close the "live trading" cell of the cross-language matrix for WASM.
* examples/wasm/live_trading.html — opens a native browser `WebSocket`
to Binance's public kline stream, feeds every close through RSI(14),
MACD(12,26,9) and Bollinger(20, 2.0) via the WebAssembly bindings, and
flags BUY/SELL candidates when all three indicators agree. Mirrors
the Node and Python live-trading examples in indicator set, signal
logic and symbol/interval validation — the symbol is checked against
`^[A-Za-z0-9]+$` before being spliced into the stream URL, the
interval against the public-API allow-list.
The UI shows live close / RSI / MACD-histogram / Bollinger-band cards,
plus a scrolling log of the last 200 ticks with signal rows highlighted.
Browser-native `WebSocket` means no library dependency. Build the WASM
module once (`wasm-pack build bindings/wasm --target web --release
--features panic-hook`), serve the repository root and open
`examples/wasm/live_trading.html`.
The WASM example set had only `index.html` (the streaming canvas demo);
the "backtest" cell of the cross-language matrix was empty. Close it.
* examples/wasm/backtest.html — loads the wasm-pack `--target web`
bundle, fetches an OHLCV CSV from the same `examples/data/` directory
the other languages use (default: `btcusdt-1d.csv`), parses it
in-page and streams every candle through SMA, EMA, RSI, MACD,
Bollinger, ATR, ADX and OBV via the WebAssembly bindings. Renders a
summary table with mean / min / max / last per series — mirrors the
Rust, Python and Node backtest examples both in indicator set and in
output shape.
Build the WASM module once (`wasm-pack build bindings/wasm --target web
--release --features panic-hook`), then serve the repository root and
open `examples/wasm/backtest.html`. The inline module script
syntax-checks cleanly under `node --check` on the extracted body.
Node had no sibling for the Rust and Python `fetch_btcusdt`
data-generators — adding it closes the "fetch (data-gen)" cell for the
last remaining row of the cross-language example matrix where the
pattern makes sense.
* examples/node/fetch_btcusdt.js — uses Node 18+'s built-in global
`fetch` (no npm dependencies); same pagination logic as the Rust and
Python siblings (paginate backwards via `endTime`, drop the
in-progress bucket, sort and trim to the configured target). Applies
the same OHLC validity check the Rust `Candle::new` constructor
enforces so a malformed kline is skipped rather than written.
* JavaScript's `String(v)` already gives the shortest round-trip
representation and strips the `.0` suffix for whole-number floats, so
the CSV output is byte-for-byte identical to what the Rust and
Python fetchers produce on the same Binance snapshot. Verified by
running it and `git diff`-ing against the checked-in dataset: every
row older than the run is unchanged; only the most recent ~24 hours
drift because the market kept moving.
examples/README.md gains the new row.
Python had no sibling for the Rust `fetch_btcusdt` data-generator —
adding it closes the "fetch (data-gen)" cell for Python and lets users
without a Rust toolchain regenerate the bundled BTCUSDT datasets.
* examples/python/fetch_btcusdt.py — uses only the standard library
(urllib.request + json + csv); same pagination strategy as the Rust
version (paginate backwards via `endTime`, drop the in-progress
bucket, sort and trim to the configured target). Applies the same
OHLC validity check the Rust `Candle::new` constructor enforces
(finite fields, high >= low/open/close, low <= open/close,
volume >= 0) so a malformed kline is skipped rather than written.
* Number formatting matches Rust's `f64` Display: shortest round-trip,
no trailing `.0` for whole-number floats. Verified by running the
script and `git diff`-ing against the checked-in dataset: every row
older than the run is byte-identical to Rust's output; the diff only
shows the most recent ~24 hours where Binance has produced fresh
candles since the original snapshot.
examples/README.md gains the new row.
Python's parallel_assets.py demoed GIL-release multi-core throughput;
Rust and Node both lacked a sibling that shows their own native
parallelism. Close the gap with two real, runnable examples.
* examples/rust/src/bin/parallel_assets.rs — synthesises an (assets,
bars) panel with a deterministic per-asset LCG, runs a serial baseline,
then `Sma::batch_parallel` / `Rsi::batch_parallel` via rayon, asserts
the two outputs are element-wise identical and prints the speedup.
Toggle indicator with `--indicator sma|rsi`.
* examples/node/parallel_assets.js — same shape, but the parallel run is
a `worker_threads` pool that re-loads the native binding in each
worker. Each worker computes the last non-null indicator value for its
slice; the main thread aggregates and verifies serial == parallel
per asset.
Both examples report timings and the serial-vs-parallel sanity check
passes. Defaults (200 × 5000) keep the example fast on dev hardware;
larger `--assets`/`--bars` is where the speedup numbers move (Node's
worker spawn cost dominates the smallest sizes, which is honest and
educational).
examples/README.md gains the two new rows.
Python's examples/python/multi_timeframe.py had no Rust or Node sibling.
Add both — the Rust version uses wickra-data's `Resampler` /
`resample_all` (the canonical path; no manual roll-up), the Node version
mirrors the Python one's inline aggregation because wickra-data's
resampler is currently Rust-only.
* examples/rust/src/bin/multi_timeframe.rs — reads the bundled 1m CSV via
`CandleReader`, resamples to 5m / 15m / 1h / 4h / 1d via `resample_all`,
prints last RSI(14), MACD(12,26,9) histogram and ADX(14) per timeframe.
* examples/node/multi_timeframe.js — same outputs from a hand-rolled
bucket aggregator; reuses the new examples/data/ default path.
* examples/README.md gains the new rows.
Run side by side: the Rust and Node summaries are bit-identical at every
timeframe (50000 / 10000 / 3334 / 834 / 209 / 35 bars; same RSI, MACD
histogram and ADX to two decimals) — confirming both the Rust resampler
and the inline Node aggregator produce the same OHLC buckets.
Python and Rust both lacked a standalone "streaming indicators" example
that mirrors examples/node/streaming.js — the quickstart docs cover the
pattern, but a runnable file makes the parity visible across all four
languages.
* examples/python/streaming.py — argparse-driven synthetic streaming demo
feeding SMA(20) / EMA(20) / RSI(14) / MACD(12,26,9), tagging BUY?/SELL?
candidates when RSI extremes and MACD-histogram direction agree.
* examples/rust/src/bin/streaming.rs — same demo as a wickra-examples
binary, reusing the seeded LCG so its first 40 rows are bit-identical
to the Python (and Node) sibling — a strong cross-language consistency
signal verified by running both side by side.
* examples/README.md gains a `streaming` row in the Rust and Python tables.
Finish the per-language `examples/<lang>/` restructure by relocating the
WASM browser demo from bindings/wasm/examples/ to examples/wasm/.
* `examples/wasm/index.html` is the moved file; its WASM module import
becomes `../../bindings/wasm/pkg/wickra_wasm.js` so the demo still loads
the wasm-pack output without copying it.
* bindings/wasm/README.md, Quickstart-WASM.md, examples/README.md and the
root README "Languages" + project-layout block all point at the new
path. The serve command in the docs now says "serve the repository root
and open examples/wasm/index.html".
`bindings/wasm/examples/` is empty after the move; the now-empty
directory is removed.
Continue the per-language `examples/<lang>/` restructure: move the three
Node example files (streaming.js, backtest.js, live_trading.js) out of
bindings/node/examples/ and into a top-level examples/node/ directory.
* `examples/node/package.json` is a `private` package that pulls the
native binding via `file:../../bindings/node` and lists `ws` as a
dev-dependency for the live-trading example. `require('..')` in each
file becomes `require('wickra')` — exactly what a downstream user would
write — and the file-header run instructions are updated to the new
two-step workflow (`npm install` in bindings/node, then in
examples/node).
* `backtest.js`'s default-CSV path becomes the much shorter
`__dirname/../data/btcusdt-1d.csv` from the new location.
* `bindings/node/package.json` drops the now-unused `ws` devDependency.
* `.gitignore` is broadened from `bindings/node/node_modules/` to
`**/node_modules/` so the new `examples/node/node_modules/` directory is
not tracked.
* The README "Languages" table, project-layout block and
`examples/README.md` Node section are updated for the new paths and run
commands.
Verified by running `node backtest.js` (3200 BTCUSDT daily bars, matching
output), `node streaming.js`, and `node --check live_trading.js` from the
new location.
The three Rust examples (backtest, fetch_btcusdt, live_binance) used to
live each in their own crate's examples/ dir, splitting the example set
across crates and burying it inside the source tree. Move them into a new
workspace member crate at `examples/rust/` (package `wickra-examples`,
`publish = false`) so all language examples sit under one top-level
`examples/<lang>/` tree.
* `examples/rust/Cargo.toml` declares the per-binary deps (wickra,
wickra-data with the `live-binance` feature always on, serde_json, tokio
for the macro and current-thread runtime).
* `examples/rust/src/bin/{backtest,fetch_btcusdt,live_binance}.rs` are the
three migrated binaries; their doc-comments and the fetch_btcusdt output
path are updated for the new location and run command
(`cargo run -p wickra-examples --bin <name>`).
* Workspace `Cargo.toml` lists the new member; the now-empty
`[dev-dependencies]` extras (`wickra`, `tokio` in wickra-data and
`serde_json` in wickra) that existed only for these examples are dropped.
* The `[[example]] live_binance` table is removed from wickra-data's
manifest since the file moved out.
* README "Languages" + project-layout, examples/README.md, Quickstart-Rust
and Data-Layer are pointed at the new paths and commands.
`cargo build -p wickra-examples` and `cargo run --release -p wickra-examples
--bin backtest -- examples/data/btcusdt-1d.csv` both succeed; the rest of
the workspace (core, data, wickra) builds, clippies (`--all-targets -D
warnings`) and tests (508 core + 28 data + 1 integration + 74+3+1
doctests) all stay green.
The seven BTCUSDT OHLCV datasets used to live under
crates/wickra/examples/data/, which buried them inside a Rust crate even
though the Node backtest example and the upcoming Rust/Node/WASM example
restructure need to reach them too. Move them to the workspace-level
examples/data/ so every language's examples can resolve the same path.
The bench (crates/wickra/benches/indicators.rs), the example_data
integration test, fetch_btcusdt.rs and the Node backtest example all take
the new ../../examples/data/ path; Data-Layer.md, examples/README.md and
the CHANGELOG entry are updated to match. No data file content changes.
The top-level examples/ directory held only python/, which made the
examples look Python-only even though Rust, Node and WASM all ship their
own. Add examples/README.md: a single index of every runnable example
across Rust, Python, Node and WASM, each with its run command, plus a note
on the bundled BTCUSDT datasets.
Point the README "Languages" table at the Node backtest example and link
the new index from both the table and the project-layout section.
backtest.py and multi_timeframe.py read OHLCV CSVs with csv.DictReader
and crashed opaquely on malformed input: a missing column raised a bare
KeyError, a non-numeric cell surfaced NumPy's column-less ValueError,
and an empty or all-NaN series hit IndexError deep in summarize.
Validate the header against the required columns up front, catch
non-numeric cells and report the offending row/column, reject a
header-only file distinctly from a headerless one, and guard resample
and summarize against empty input. Every failure mode now raises a
ValueError naming the file, row and column.
Two issues in the live_trading example:
- The status line rendered indicator values with `... if snap.rsi
else "--"`. A genuine reading of 0.0 is falsy, so an RSI / MACD
histogram / Bollinger value of exactly zero was misreported as "--".
Switch to explicit `is not None` checks.
- --symbol and --interval were interpolated straight into the stream
name and WebSocket URL with no checks. Add validate_args: the symbol
must be strictly alphanumeric and the interval must be one Binance
recognises. main() validates before connecting and exits with a clear
error and code 2 otherwise; the strict values keep the URL well-formed
without escaping.
The combined Binance stream interleaves the kline payloads with
subscription acks, heartbeats and error objects. The example pulled
k = payload.get("k", {}) and immediately did float(k.get("c")) — for
any non-kline frame k is {}, k.get("c") is None, and float(None) raises
TypeError, crashing the script the moment it connects.
Skip frames without a kline payload (no "k" object, or no "c" close
field) with a debug log line, matching the C2 fix on the Rust adapter.
The previous `[[example]] path = "../../examples/rust/..."` entries
pointed at files outside the crate root. cargo only packages files
inside the crate directory, so the examples would have been silently
dropped on publish. Moving them to crates/wickra/examples/ and
crates/wickra-data/examples/ keeps them as part of the published
package and lets cargo discover them automatically (no [[example]]
override needed). README and project-layout section updated.
A multi-language technical analysis library: 25 indicators across trend,
momentum, volatility, and volume families, every one a state machine with
O(1) per-tick updates. Batch evaluation is provided by a blanket extension
trait over the streaming primitive, so live trading bots and historical
backtests run the same code path.
What ships in this initial drop:
crates/wickra-core - 25 indicators, Indicator/BatchExt/Chain traits,
OHLCV types with validation; 171 unit tests,
property tests, Wilder/Bollinger textbook tests.
crates/wickra - top-level facade + criterion benches for every
indicator at 1K/10K/100K series sizes.
crates/wickra-data - streaming CSV reader, tick-to-candle aggregator,
multi-timeframe resampler, Binance Spot kline
WebSocket adapter behind feature live-binance;
11 unit + 1 doctest.
bindings/python - PyO3 + maturin, NumPy I/O, type stubs (.pyi),
56 pytest tests including streaming==batch
equivalence, Wilder reference values, lifecycle.
bindings/node - napi-rs native module, TypeScript .d.ts
auto-generated, 7 node --test cases.
bindings/wasm - wasm-bindgen ES module for browser/bundler/Node;
interactive HTML demo at examples/index.html.
examples/ - Python and Rust scripts: backtest, live trading,
parallel multi-asset, multi-timeframe, Binance.
benchmarks/ - cross-library comparison against TA-Lib,
pandas-ta, finta, talipp; Wickra wins every
category by 11-1030x (batch) and 17x+ streaming.
.github/workflows/ - CI matrix (Rust + Python + Node + WASM on
Linux/macOS/Windows), release pipeline for
PyPI wheels and npm.
Indicators (25):
Trend SMA EMA WMA DEMA TEMA HMA KAMA
Momentum RSI MACD Stochastic CCI ROC WilliamsR ADX MFI TRIX
AwesomeOscillator Aroon
Volatility BollingerBands ATR Keltner Donchian PSAR
Volume OBV VWAP (cumulative + rolling)
cargo clippy --workspace --all-targets -D warnings is clean. License: Apache-2.0.
kingchenc